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capitalize Cepremap and Matlab, uncapitalize DYNARE

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Houtan Bastani 2019-10-02 11:36:05 +02:00
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14
NEWS
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@ -190,7 +190,7 @@ fixed in version 4.5.4:
- Estimation with missing values was crashing if the `prefilter` option was used. - Estimation with missing values was crashing if the `prefilter` option was used.
- Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation - Added a workaround for a difference in behaviour between Octave and MATLAB regarding the creation
of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state
files did not work if no auxiliary variables were created. files did not work if no auxiliary variables were created.
@ -315,7 +315,7 @@ fixed in version 4.5.2:
- Fixed crash with optimizer 5 when not used with DSGE model at order 1. - Fixed crash with optimizer 5 when not used with DSGE model at order 1.
- Fixed mex file used for third order approximation (was crashing on - Fixed mex file used for third order approximation (was crashing on
Matlab/Windows 7). MATLAB/Windows 7).
@ -658,7 +658,7 @@ Here is the list of major user-visible changes:
- Command line - Command line
+ New option `onlyclearglobals` (do not clear JIT compiled functions + New option `onlyclearglobals` (do not clear JIT compiled functions
with recent versions of Matlab), with recent versions of MATLAB),
+ New option `minimal_workspace` to use fewer variables in the + New option `minimal_workspace` to use fewer variables in the
current workspace, current workspace,
@ -689,7 +689,7 @@ Here is the list of major user-visible changes:
+ `mode_compute=101` Uses SOLVEOPT as described by Kuntsevich and + `mode_compute=101` Uses SOLVEOPT as described by Kuntsevich and
Kappel (1997), Kappel (1997),
+ `mode_compute=102` Uses `simulannealbnd` from Matlab's Global + `mode_compute=102` Uses `simulannealbnd` from MATLAB's Global
Optimization Toolbox (if available), Optimization Toolbox (if available),
+ New option `silent_optimizer` to shut off output from mode + New option `silent_optimizer` to shut off output from mode
@ -724,7 +724,7 @@ Here is the list of major user-visible changes:
+ Introduces new path management to avoid conflicts with other + Introduces new path management to avoid conflicts with other
toolboxes, toolboxes,
+ Full compatibility with Matlab 2014b's new graphic interface, + Full compatibility with MATLAB 2014b's new graphic interface,
+ When using `model(linear)`, Dynare automatically checks + When using `model(linear)`, Dynare automatically checks
whether the model is truly linear, whether the model is truly linear,
@ -924,7 +924,7 @@ Here is the list of major user-visible changes:
was not consistent with the reference manual, was not consistent with the reference manual,
+ When the initialization of an MCMC run failed, the metropolis.log file was + When the initialization of an MCMC run failed, the metropolis.log file was
locked, requiring a restart of Matlab to restart estimation, locked, requiring a restart of MATLAB to restart estimation,
+ If the posterior mode was right at the corner of the prior bounds, the + If the posterior mode was right at the corner of the prior bounds, the
initialization of the MCMC erroneously crashed, initialization of the MCMC erroneously crashed,
@ -1140,7 +1140,7 @@ Here is the list of major user-visible changes:
- A bug when external functions were used in model local variables - A bug when external functions were used in model local variables
that were contained in equations that required auxiliary that were contained in equations that required auxiliary
variable/equations led to crashes of Matlab. variable/equations led to crashes of MATLAB.
- Sampling from the prior distribution for an inverse gamma II - Sampling from the prior distribution for an inverse gamma II
distribution when `prior_trunc>0` could result in incorrect distribution when `prior_trunc>0` could result in incorrect

14
doc/AIM/Dynare AIM use Doc.html
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@ -79,7 +79,7 @@ p.footer {
</ul> </ul>
</div> </div>
<h2>AIM Solver Subsystem<a name="1"></a></h2> <h2>AIM Solver Subsystem<a name="1"></a></h2>
<p>The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using <p>The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains MATLAB functions necessary for using
Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see <a href="http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html</a> ). Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see <a href="http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html</a> ).
</p> </p>
<p>It cosists of:</p> <p>It cosists of:</p>
@ -92,7 +92,7 @@ p.footer {
</div> </div>
<div> <div>
<ul> <ul>
<li>A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned <li>A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned
by dynAIMsolver1 whose names start with SP.. of which <b>SPAmalg.m</b> is the main driver: by dynAIMsolver1 whose names start with SP.. of which <b>SPAmalg.m</b> is the main driver:
</li> </li>
</ul> </ul>
@ -215,7 +215,7 @@ p.footer {
can produce ~ one order closer results to the Dynare solutiion can produce ~ one order closer results to the Dynare solutiion
then when if plain jacobia_ is passed, then when if plain jacobia_ is passed,
i.e. diff &lt; e-14 for aa and diff &lt; *e-13 for jacobia_ if Q' is used.</pre><p>GP July 2008</p> i.e. diff &lt; e-14 for aa and diff &lt; *e-13 for jacobia_ if Q' is used.</pre><p>GP July 2008</p>
<p>part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public License.</p> <p>part of Dynare, copyright Dynare Team (1996-2008) Gnu Public License.</p>
<p class="footer"><br> <p class="footer"><br>
Published with MATLAB&reg; 7.1<br></p> Published with MATLAB&reg; 7.1<br></p>
</div> </div>
@ -225,7 +225,7 @@ p.footer {
%% AIM Solver Subsystem %% AIM Solver Subsystem
% The AIM subsystem in the AIM subdirectory of the main Dynare matlab % The AIM subsystem in the AIM subdirectory of the main Dynare matlab
% directory contains Matlab functions necessary for using % directory contains MATLAB functions necessary for using
% Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ). % Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ).
% %
% It cosists of: % It cosists of:
@ -236,7 +236,7 @@ p.footer {
% gu=dr.hgu from the AIM outputs. ("1" in the title is for 1st order % gu=dr.hgu from the AIM outputs. ("1" in the title is for 1st order
% solver). % solver).
% %
% * A subset of Matlab routines from Gary Anderson's own AIM package needed to compute % * A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute
% and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. % and solve system passed on and returned by dynAIMsolver1 whose names start with SP..
% of which *SPAmalg.m* is the main driver: % of which *SPAmalg.m* is the main driver:
% %
@ -394,10 +394,10 @@ p.footer {
% %
% GP July 2008 % GP July 2008
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % part of Dynare, copyright Dynare Team (1996-2008)
% Gnu Public License. % Gnu Public License.
##### SOURCE END ##### ##### SOURCE END #####
--> -->
</body> </body>
</html> </html>

12
doc/AIM/Dynare AIM use Doc.mht
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@ -111,7 +111,7 @@ demia/Economics/Dynare%20DSGE/V4/doc/AIM/Dynare%20AIM%20use%20Doc.html#11=
<H2>AIM Solver Subsystem<A name=3D1></A></H2> <H2>AIM Solver Subsystem<A name=3D1></A></H2>
<P>The AIM subsystem in the AIM subdirectory of the main Dynare matlab = <P>The AIM subsystem in the AIM subdirectory of the main Dynare matlab =
directory=20 directory=20
contains Matlab functions necessary for using Gary Anderson's AIM 1st = contains MATLAB functions necessary for using Gary Anderson's AIM 1st =
order=20 order=20
solver as an alternative to Dynare's default mjdgges solver (see <A=20 solver as an alternative to Dynare's default mjdgges solver (see <A=20
href=3D"http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http:/= href=3D"http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html">http:/=
@ -129,7 +129,7 @@ AIM outputs.=20
("1" in the title is for 1st order solver). </LI></UL></DIV> ("1" in the title is for 1st order solver). </LI></UL></DIV>
<DIV> <DIV>
<UL> <UL>
<LI>A subset of Matlab routines from Gary Anderson's own AIM package = <LI>A subset of MATLAB routines from Gary Anderson's own AIM package =
needed to=20 needed to=20
compute and solve system passed on and returned by dynAIMsolver1 whose = compute and solve system passed on and returned by dynAIMsolver1 whose =
names=20 names=20
@ -328,7 +328,7 @@ forward looking models, passing into dynAIMsolver aa =3D{Q'|1}*jacobia_
i.e. diff &lt; e-14 for aa and diff &lt; *e-13 for jacobia_ if Q' = i.e. diff &lt; e-14 for aa and diff &lt; *e-13 for jacobia_ if Q' =
is used.</PRE> is used.</PRE>
<P>GP July 2008</P> <P>GP July 2008</P>
<P>part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public = <P>part of Dynare, copyright Dynare Team (1996-2008) Gnu Public =
License.</P> License.</P>
<P class=3Dfooter><BR>Published with MATLAB=C2=AE 7.1<BR></P></DIV><!--=0A= <P class=3Dfooter><BR>Published with MATLAB=C2=AE 7.1<BR></P></DIV><!--=0A=
##### SOURCE BEGIN #####=0A= ##### SOURCE BEGIN #####=0A=
@ -336,7 +336,7 @@ License.</P>
%% AIM Solver Subsystem %% AIM Solver Subsystem
% The AIM subsystem in the AIM subdirectory of the main Dynare matlab % The AIM subsystem in the AIM subdirectory of the main Dynare matlab
% directory contains Matlab functions necessary for using % directory contains MATLAB functions necessary for using
% Gary Anderson's AIM 1st order solver as an alternative to Dynare's = % Gary Anderson's AIM 1st order solver as an alternative to Dynare's =
default mjdgges solver (see = default mjdgges solver (see =
http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ).=20 http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html ).=20
@ -351,7 +351,7 @@ subsystem.=20
% gu=3Ddr.hgu from the AIM outputs. ("1" in the title is for 1st order % gu=3Ddr.hgu from the AIM outputs. ("1" in the title is for 1st order
% solver). % solver).
% %
% * A subset of Matlab routines from Gary Anderson's own AIM package = % * A subset of MATLAB routines from Gary Anderson's own AIM package =
needed to compute needed to compute
% and solve system passed on and returned by dynAIMsolver1 whose names = % and solve system passed on and returned by dynAIMsolver1 whose names =
start with SP..=20 start with SP..=20
@ -544,7 +544,7 @@ used. =20
% %
% GP July 2008 =20 % GP July 2008 =20
% %
% part of DYNARE, copyright Dynare Team (1996-2008) % part of Dynare, copyright Dynare Team (1996-2008)
% Gnu Public License. % Gnu Public License.
=0A= =0A=
##### SOURCE END #####=0A= ##### SOURCE END #####=0A=

6
doc/AIM/Dynare AIM use Doc.tex
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@ -30,7 +30,7 @@
\subsection*{AIM Solver Subsystem} \subsection*{AIM Solver Subsystem}
\begin{par} \begin{par}
The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ). The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains MATLAB functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ).
\end{par} \vspace{1em} \end{par} \vspace{1em}
\begin{par} \begin{par}
It cosists of: It cosists of:
@ -41,7 +41,7 @@ It cosists of:
\end{itemize} \end{itemize}
\begin{itemize} \begin{itemize}
\setlength{\itemsep}{-1ex} \setlength{\itemsep}{-1ex}
\item A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver: \item A subset of MATLAB routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver:
\end{itemize} \end{itemize}
\begin{itemize} \begin{itemize}
\setlength{\itemsep}{-1ex} \setlength{\itemsep}{-1ex}
@ -235,7 +235,7 @@ Dynare use:
GP July 2008 GP July 2008
\end{par} \vspace{1em} \end{par} \vspace{1em}
\begin{par} \begin{par}
part of DYNARE, copyright Dynare Team (1996-2008) Gnu Public License. part of Dynare, copyright Dynare Team (1996-2008) Gnu Public License.
\end{par} \vspace{1em} \end{par} \vspace{1em}

14
doc/dseries-and-reporting/dseriesReporting.tex
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@ -68,9 +68,9 @@
\myitem Compatible with all setups that are supported by Dynare \myitem Compatible with all setups that are supported by Dynare
\begin{itemize} \begin{itemize}
\myitem Windows, Mac OS X, Linux \myitem Windows, Mac OS X, Linux
\myitem Matlab 7.5 (R2007b) or later, Octave \myitem MATLAB 7.5 (R2007b) or later, Octave
\end{itemize} \end{itemize}
\myitem Must run \texttt{dynare} or \texttt{dynare\_config} at least once in the current Matlab/Octave session before use \myitem Must run \texttt{dynare} or \texttt{dynare\_config} at least once in the current MATLAB/Octave session before use
\myitem More complete information is included in the Dynare manual \myitem More complete information is included in the Dynare manual
\end{itemize} \end{itemize}
\end{frame} \end{frame}
@ -80,7 +80,7 @@
\begin{frame}[fragile,t] \begin{frame}[fragile,t]
\frametitle{A Programming Note (1/3)} \frametitle{A Programming Note (1/3)}
\begin{itemize} \begin{itemize}
\myitem Time series and dates (and reporting) are implemented as Matlab/Octave classes \myitem Time series and dates (and reporting) are implemented as MATLAB/Octave classes
\myitem Inplace modification of instantiated objects not supported. Let me explain \dots \myitem Inplace modification of instantiated objects not supported. Let me explain \dots
\begin{itemize} \begin{itemize}
\myitem A class is a template for defining objects, defining their member \myitem A class is a template for defining objects, defining their member
@ -115,7 +115,7 @@ X =
\frametitle{A Programming Note (2/3)} \frametitle{A Programming Note (2/3)}
\begin{itemize} \begin{itemize}
\item[] \begin{itemize} \item[] \begin{itemize}
\myitem But! For Matlab/Octave's implementation of classes this is not the \myitem But! For MATLAB/Octave's implementation of classes this is not the
case as it does not support inplace modification case as it does not support inplace modification
\begin{verbatim} \begin{verbatim}
>> X.multiplyByTwo() >> X.multiplyByTwo()
@ -183,7 +183,7 @@ X =
\begin{frame}[fragile,t] \begin{frame}[fragile,t]
\frametitle{Creating a new \texttt{dates} object in Matlab/Octave} \frametitle{Creating a new \texttt{dates} object in MATLAB/Octave}
\begin{itemize} \begin{itemize}
\myitem{A single date} \myitem{A single date}
\begin{alltt} \begin{alltt}
@ -429,7 +429,7 @@ would be transformed into
\begin{frame}[fragile,t] \begin{frame}[fragile,t]
\frametitle{Creating a new \texttt{dseries} object (2/2)} \frametitle{Creating a new \texttt{dseries} object (2/2)}
Load series from CSV/spreadsheet (\texttt{.csv, .xls}) or Matlab file (\texttt{.m, .mat}) Load series from CSV/spreadsheet (\texttt{.csv, .xls}) or MATLAB file (\texttt{.m, .mat})
\begin{itemize} \begin{itemize}
\myitem Syntax: \myitem Syntax:
\begin{alltt} \begin{alltt}
@ -646,7 +646,7 @@ the time range of \verb+vs+ will be the union of \verb+ts.dates+ and
\begin{itemize} \begin{itemize}
\myitem You can easily modify the Ti$k$Z graph if the option you want is not in Dynare \myitem You can easily modify the Ti$k$Z graph if the option you want is not in Dynare
\end{itemize} \end{itemize}
\myitem Works with Matlab \& Octave \myitem Works with MATLAB \& Octave
\myitem Works much faster than similar softawre \myitem Works much faster than similar softawre
\myitem NB: Must install a \LaTeX\ distribution to compile reports \myitem NB: Must install a \LaTeX\ distribution to compile reports
\begin{itemize} \begin{itemize}

16
doc/internals/internals.texi
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@ -203,18 +203,18 @@ institutions who cannot afford, or do not want to pay for, MATLAB and
are willing to bear the concomitant performance loss. are willing to bear the concomitant performance loss.
The development of Dynare is mainly done at The development of Dynare is mainly done at
@uref{http://www.cepremap.ens.fr, Cepremap} by a core team of @uref{http://www.cepremap.ens.fr, CEPREMAP} by a core team of
researchers who devote part of their time to software researchers who devote part of their time to software
development. Currently the development team of Dynare is composed of development. Currently the development team of Dynare is composed of
Stéphane Adjemian (Université du Maine, Gains and Cepremap), Houtan Stéphane Adjemian (Université du Maine, Gains and CEPREMAP), Houtan
Bastani (Cepremap), Michel Juillard (Banque de France), Frédéric Bastani (CEPREMAP), Michel Juillard (Banque de France), Frédéric
Karamé (Université d'Évry, Epee and Cepremap), Junior Maih (Norges Karamé (Université d'Évry, Epee and CEPREMAP), Junior Maih (Norges
Bank), Ferhat Mihoubi (Université d'Évry, Epee and Cepremap), George Bank), Ferhat Mihoubi (Université d'Évry, Epee and CEPREMAP), George
Perendia, Marco Ratto (JRC) and Sébastien Villemot (Cepremap and Paris Perendia, Marco Ratto (JRC) and Sébastien Villemot (CEPREMAP and Paris
School of Economics). Financial support is provided by Cepremap, School of Economics). Financial support is provided by CEPREMAP,
Banque de France and DSGE-net (an international research network for Banque de France and DSGE-net (an international research network for
DSGE modeling). Increasingly, the developer base is expanding, as DSGE modeling). Increasingly, the developer base is expanding, as
tools developed by researchers outside of Cepremap are integrated into tools developed by researchers outside of CEPREMAP are integrated into
Dynare. Dynare.
Interaction between developers and users of Dynare is central to the Interaction between developers and users of Dynare is central to the

8
doc/manual/source/dynare-misc-commands.rst
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@ -55,9 +55,9 @@ Dynare misc commands
.. matcomm:: internals FLAG ROUTINENAME[.m]|MODFILENAME .. matcomm:: internals FLAG ROUTINENAME[.m]|MODFILENAME
|br| Depending on the value of ``FLAG``, the ``internals`` command |br| Depending on the value of ``FLAG``, the ``internals`` command
can be used to run unitary tests specific to a Matlab/Octave can be used to run unitary tests specific to a MATLAB/Octave
routine (if available), to display documentation about a routine (if available), to display documentation about a
Matlab/Octave routine, or to extract some informations about the MATLAB/Octave routine, or to extract some informations about the
state of Dynare. state of Dynare.
*Flags* *Flags*
@ -93,7 +93,7 @@ Dynare misc commands
>> internals --doc ../matlab/fr/ROUTINENAME >> internals --doc ../matlab/fr/ROUTINENAME
At this time, will work properly for only a small number At this time, will work properly for only a small number
of routines. At the top of the (available) Matlab/Octave of routines. At the top of the (available) MATLAB/Octave
routines a commented block for the internal documentation routines a commented block for the internal documentation
is written in the GNU texinfo documentation format. This is written in the GNU texinfo documentation format. This
block is processed by calling texinfo from block is processed by calling texinfo from
@ -114,7 +114,7 @@ Dynare misc commands
``--load-mh-history`` ``--load-mh-history``
|br| Loads into the Matlab/Octave’s workspace informations |br| Loads into the MATLAB/Octave’s workspace informations
about the previously saved MCMC draws generated by a ``.mod`` about the previously saved MCMC draws generated by a ``.mod``
file named MODFILENAME. file named MODFILENAME.

2
doc/manual/source/installation-and-configuration.rst
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@ -67,7 +67,7 @@ be under ``/usr/share/doc/dynare-doc``.
On macOS On macOS
-------- --------
To install Dynare for use with Matlab, execute the automated installer To install Dynare for use with MATLAB, execute the automated installer
called ``dynare-4.x.y.pkg`` (where *4.x.y* is the version number), and called ``dynare-4.x.y.pkg`` (where *4.x.y* is the version number), and
follow the instructions. The default installation directory is follow the instructions. The default installation directory is
``/Applications/Dynare/4.x.y`` (please refer to the `Dynare wiki`_ for ``/Applications/Dynare/4.x.y`` (please refer to the `Dynare wiki`_ for

14
doc/manual/source/introduction.rst
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@ -63,15 +63,15 @@ to bear the concomitant performance loss.
The development of Dynare is mainly done at `CEPREMAP`_ by a core team The development of Dynare is mainly done at `CEPREMAP`_ by a core team
of researchers who devote part of their time to software of researchers who devote part of their time to software
development. Currently the development team of Dynare is composed of development. Currently the development team of Dynare is composed of
Stéphane Adjemian (Université du Maine, Gains and Cepremap), Houtan Stéphane Adjemian (Université du Maine, Gains and CEPREMAP), Houtan
Bastani (Cepremap), Michel Juillard (Banque de France), Frédéric Bastani (CEPREMAP), Michel Juillard (Banque de France), Frédéric
Karamé (Université du Maine, Gains and Cepremap), Junior Maih (Norges Karamé (Université du Maine, Gains and CEPREMAP), Junior Maih (Norges
Bank), Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and Bank), Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and
Cepremap), Johannes Pfeifer (University of Cologne), Marco Ratto CEPREMAP), Johannes Pfeifer (University of Cologne), Marco Ratto
(European Commission, Joint Research Centre - JRC) and Sébastien (European Commission, Joint Research Centre - JRC) and Sébastien
Villemot (Cepremap). Increasingly, the developer base is expanding, as Villemot (CEPREMAP). Increasingly, the developer base is expanding, as
tools developed by researchers outside of Cepremap are integrated into tools developed by researchers outside of CEPREMAP are integrated into
Dynare. Financial support is provided by Cepremap, Banque de France Dynare. Financial support is provided by CEPREMAP, Banque de France
and DSGE-net (an international research network for DSGE modeling). and DSGE-net (an international research network for DSGE modeling).
Interaction between developers and users of Dynare is central to the Interaction between developers and users of Dynare is central to the

4
doc/manual/source/reporting.rst
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@ -40,7 +40,7 @@ added to this ``Page`` until another ``Page`` is added to the report
at the end of the section. at the end of the section.
Options to methods are passed differently than those to Dynare Options to methods are passed differently than those to Dynare
commands. They take the form of named options to Matlab functions commands. They take the form of named options to MATLAB functions
where the arguments come in pairs where the arguments come in pairs
(e.g. ``function_name(`option_1_name', `option_1_value', (e.g. ``function_name(`option_1_name', `option_1_value',
`option_2_name', `option_2_value', ...)``, where ``option_X_name`` is `option_2_name', `option_2_value', ...)``, where ``option_X_name`` is
@ -821,7 +821,7 @@ and a clarifying example.
.. option:: showReport, BOOLEAN .. option:: showReport, BOOLEAN
Open the compiled report (works on Windows and macOS on Open the compiled report (works on Windows and macOS on
Matlab). Default: ``true``. MATLAB). Default: ``true``.
*Example* *Example*

10
doc/manual/source/running-dynare.rst
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@ -111,7 +111,7 @@ by the ``dynare`` command.
By default, ``dynare`` will issue a ``clear all`` command to By default, ``dynare`` will issue a ``clear all`` command to
MATLAB (<R2015b) or Octave, thereby deleting all workspace MATLAB (<R2015b) or Octave, thereby deleting all workspace
variables and functions; this option instructs ``dynare`` not variables and functions; this option instructs ``dynare`` not
to clear the workspace. Note that starting with Matlab 2015b to clear the workspace. Note that starting with MATLAB 2015b
``dynare`` only deletes the global variables and the functions ``dynare`` only deletes the global variables and the functions
using persistent variables, in order to benefit from the JIT using persistent variables, in order to benefit from the JIT
(Just In Time) compilation. In this case the option instructs (Just In Time) compilation. In this case the option instructs
@ -265,13 +265,13 @@ by the ``dynare`` command.
.. option:: nopathchange .. option:: nopathchange
By default Dynare will change Matlab/Octave’s path if By default Dynare will change MATLAB/Octave’s path if
``dynare/matlab`` directory is not on top and if Dynare’s ``dynare/matlab`` directory is not on top and if Dynare’s
routines are overriden by routines provided in other routines are overriden by routines provided in other
toolboxes. If one wishes to override Dynare’s routines, the toolboxes. If one wishes to override Dynare’s routines, the
``nopathchange`` options can be used. Alternatively, the path ``nopathchange`` options can be used. Alternatively, the path
can be temporarly modified by the user at the top of the can be temporarly modified by the user at the top of the
``.mod`` file (using Matlab/Octave’s ``addpath`` command). ``.mod`` file (using MATLAB/Octave’s ``addpath`` command).
.. option:: nopreprocessoroutput .. option:: nopreprocessoroutput
@ -287,7 +287,7 @@ by the ``dynare`` command.
.. option:: matlabroot=<<path>> .. option:: matlabroot=<<path>>
The path to the Matlab installation for use with The path to the MATLAB installation for use with
:opt:`use_dll`. Dynare is able to set this automatically, :opt:`use_dll`. Dynare is able to set this automatically,
so you should not need to set it yourself. so you should not need to set it yourself.
@ -505,7 +505,7 @@ parser would continue processing.
It is also helpful to keep in mind that any piece of code that does not violate It is also helpful to keep in mind that any piece of code that does not violate
Dynare syntax, but at the same time is not recognized by the parser, is interpreted Dynare syntax, but at the same time is not recognized by the parser, is interpreted
as native Matlab code. This code will be directly passed to the ``driver`` script. as native MATLAB code. This code will be directly passed to the ``driver`` script.
Investigating ``driver.m`` file then helps with debugging. Such problems most often Investigating ``driver.m`` file then helps with debugging. Such problems most often
occur when defined variable or parameter names have been misspelled so that Dynare's occur when defined variable or parameter names have been misspelled so that Dynare's
parser is unable to recognize them. parser is unable to recognize them.

6
doc/manual/source/the-configuration-file.rst
View File

@ -337,12 +337,12 @@ set up Dynare for parallel execution.
Key+Pause to open the System Configuration, then go to Advanced Key+Pause to open the System Configuration, then go to Advanced
-> Environment Variables -> Path). -> Environment Variables -> Path).
5. Restart your computer to make the path change effective. 5. Restart your computer to make the path change effective.
6. Open Matlab and type into the command window:: 6. Open MATLAB and type into the command window::
!psexec !psexec
This executes the ``psexec.exe`` from PSTools on your system This executes the ``psexec.exe`` from PSTools on your system
and shows whether Dynare will be able to locate it. If Matlab and shows whether Dynare will be able to locate it. If MATLAB
complains at this stage, you did not correctly set your Windows complains at this stage, you did not correctly set your Windows
system path for the ``PSTools`` folder. system path for the ``PSTools`` folder.
7. If ``psexec.exe`` was located in the previous step, a popup 7. If ``psexec.exe`` was located in the previous step, a popup
@ -380,7 +380,7 @@ set up Dynare for parallel execution.
ComputerName=localhost ComputerName=localhost
#cores to be included from this node #cores to be included from this node
CPUnbr=[1:2] CPUnbr=[1:2]
#path to matlab.exe; on Windows, theMatlab bin folder is in the system path #path to matlab.exe; on Windows, the MATLAB bin folder is in the system path
#so we only need to provide the name of the exe file #so we only need to provide the name of the exe file
MatlabOctavePath=matlab MatlabOctavePath=matlab
#Dynare path you are using #Dynare path you are using

18
doc/manual/source/the-model-file.rst
View File

@ -21,7 +21,7 @@ are terminated by ``end;``.
If Dynare encounters an unknown expression at the beginning of a line If Dynare encounters an unknown expression at the beginning of a line
or after a semicolon, it will parse the rest of that line as native or after a semicolon, it will parse the rest of that line as native
Matlab code, even if there are more statements separated by semicolons MATLAB code, even if there are more statements separated by semicolons
present. To prevent cryptic error messages, it is strongly recommended present. To prevent cryptic error messages, it is strongly recommended
to always only put one statement/command into each line and start a to always only put one statement/command into each line and start a
new line after each semicolon. [#feol]_ new line after each semicolon. [#feol]_
@ -83,7 +83,7 @@ functions that may be called by Dynare or user-defined steady state
files, it is recommended to avoid using the name of MATLAB files, it is recommended to avoid using the name of MATLAB
functions. In particular when working with steady state files, do not functions. In particular when working with steady state files, do not
use correctly-spelled greek names like `alpha`, because there are use correctly-spelled greek names like `alpha`, because there are
Matlab functions of the same name. Rather go for ``alppha`` or MATLAB functions of the same name. Rather go for ``alppha`` or
``alph``. Lastly, please do not name a variable or parameter ``alph``. Lastly, please do not name a variable or parameter
``i``. This may interfere with the imaginary number i and the index in ``i``. This may interfere with the imaginary number i and the index in
many loops. Rather, name investment ``invest``. Using ``inv`` is also many loops. Rather, name investment ``invest``. Using ``inv`` is also
@ -2168,7 +2168,7 @@ Finding the steady state with Dynare nonlinear solver
to download the solver’s most current version yourself to download the solver’s most current version yourself
from `http://pages.cs.wisc.edu/~ferris/path.html from `http://pages.cs.wisc.edu/~ferris/path.html
<http://pages.cs.wisc.edu/~ferris/path.html>`__ and <http://pages.cs.wisc.edu/~ferris/path.html>`__ and
place it in Matlab’s search path. place it in MATLAB’s search path.
|br| Default value is ``4``. |br| Default value is ``4``.
@ -4984,7 +4984,7 @@ block decomposition of the model (see :opt:`block`).
Triggers three types of Hessian Triggers three types of Hessian
computations. ``0``: outer product gradient; ``1``: computations. ``0``: outer product gradient; ``1``:
default DYNARE Hessian routine; ``2``: ’mixed’ default Dynare Hessian routine; ``2``: ’mixed’
outer product gradient, where diagonal elements are outer product gradient, where diagonal elements are
obtained using second order derivation formula and obtained using second order derivation formula and
outer product is used for correlation outer product is used for correlation
@ -4992,7 +4992,7 @@ block decomposition of the model (see :opt:`block`).
univariate filters, to ensure using maximum number univariate filters, to ensure using maximum number
of individual densities and a positive definite of individual densities and a positive definite
Hessian. Both {0} and {2} are quicker than default Hessian. Both {0} and {2} are quicker than default
DYNARE numeric Hessian, but provide decent starting Dynare numeric Hessian, but provide decent starting
values for Metropolis for large models (option {2} values for Metropolis for large models (option {2}
being more accurate than {0}). Default: ``1``. being more accurate than {0}). Default: ``1``.
@ -6915,7 +6915,7 @@ Shock Decomposition
.. option:: colormap = STRING .. option:: colormap = STRING
Controls the ``colormap`` used for the shocks decomposition Controls the ``colormap`` used for the shocks decomposition
graphs. See colormap in Matlab/Octave manual for valid graphs. See colormap in MATLAB/Octave manual for valid
arguments. arguments.
.. option:: nograph .. option:: nograph
@ -7794,7 +7794,7 @@ variables. This shocks are described using the function
for a perfectly anticipated shock. The fourth argument indicates for a perfectly anticipated shock. The fourth argument indicates
the period of the shock using a dates class (see :ref:`dates class the period of the shock using a dates class (see :ref:`dates class
members <dates-members>`). The last argument is the shock path members <dates-members>`). The last argument is the shock path
indicated as a Matlab vector of double. This function return the indicated as a MATLAB vector of double. This function return the
handle of the updated forecast scenario. handle of the updated forecast scenario.
The forecast scenario can also contain a constrained path on an The forecast scenario can also contain a constrained path on an
@ -7817,7 +7817,7 @@ is described with the function ``flip_plan``:
argument indicates the period where the path of the endogenous argument indicates the period where the path of the endogenous
variable is constrained using a dates class (see :ref:`dates class variable is constrained using a dates class (see :ref:`dates class
members <dates-members>`). The last argument contains the members <dates-members>`). The last argument contains the
constrained path as a Matlab vector of double. This function constrained path as a MATLAB vector of double. This function
return the handle of the updated forecast scenario. return the handle of the updated forecast scenario.
Once the forecast scenario if fully described, the forecast is Once the forecast scenario if fully described, the forecast is
@ -9037,7 +9037,7 @@ Types of analysis and output files
The sensitivity analysis toolbox includes several types of The sensitivity analysis toolbox includes several types of
analyses. Sensitivity analysis results are saved locally in analyses. Sensitivity analysis results are saved locally in
``<mod_file>/gsa``, where ``<mod_file>.mod`` is the name of the DYNARE ``<mod_file>/gsa``, where ``<mod_file>.mod`` is the name of the Dynare
model file. model file.
Sampling Sampling

106
doc/manual/source/time-series.rst
View File

@ -8,7 +8,7 @@
Time Series Time Series
########### ###########
Dynare provides a Matlab/Octave class for handling time series data, Dynare provides a MATLAB/Octave class for handling time series data,
which is based on a class for handling dates. Dynare also provides a which is based on a class for handling dates. Dynare also provides a
new type for dates, so that the basic user does not have to worry new type for dates, so that the basic user does not have to worry
about class and methods for dates. Below, you will first find the about class and methods for dates. Below, you will first find the
@ -32,7 +32,7 @@ quarterly, monthly or weekly dates using the following syntax::
1990W49 1990W49
Behind the scene, Dynare’s preprocessor translates these expressions Behind the scene, Dynare’s preprocessor translates these expressions
into instantiations of the Matlab/Octave’s class ``dates`` described into instantiations of the MATLAB/Octave’s class ``dates`` described
below. Basic operations can be performed on dates: below. Basic operations can be performed on dates:
**plus binary operator (+)** **plus binary operator (+)**
@ -126,7 +126,7 @@ below. Basic operations can be performed on dates:
and ones. and ones.
One can select an element, or some elements, in a ``dates`` object as One can select an element, or some elements, in a ``dates`` object as
he would extract some elements from a vector in Matlab/Octave. Let ``a he would extract some elements from a vector in MATLAB/Octave. Let ``a
= 1950Q1:1951Q1`` be a ``dates`` object, then ``a(1)==1950Q1`` returns = 1950Q1:1951Q1`` be a ``dates`` object, then ``a(1)==1950Q1`` returns
``1``, ``a(end)==1951Q1`` returns ``1`` and ``a(end-1:end)`` selects ``1``, ``a(end)==1951Q1`` returns ``1`` and ``a(end-1:end)`` selects
the two last elements of ``a`` (by instantiating the ``dates`` object the two last elements of ``a`` (by instantiating the ``dates`` object
@ -146,7 +146,7 @@ Dynare will translate this as::
disp('Initial period is dates('1950Q1')'); disp('Initial period is dates('1950Q1')');
which will lead to a crash because this expression is illegal in which will lead to a crash because this expression is illegal in
Matlab. For this situation, Dynare provides the ``$`` escape MATLAB. For this situation, Dynare provides the ``$`` escape
parameter. The following expression:: parameter. The following expression::
disp('Initial period is $1950Q1'); disp('Initial period is $1950Q1');
@ -253,7 +253,7 @@ The dates class
A list of the available methods, by alphabetical order, is given A list of the available methods, by alphabetical order, is given
below. Note that the Matlab/Octave classes do not allow in place below. Note that the MATLAB/Octave classes do not allow in place
modifications: when a method is applied to an object a new object modifications: when a method is applied to an object a new object
is instantiated. For instance, to apply the method is instantiated. For instance, to apply the method
``multiplybytwo`` to an object ``X`` we write:: ``multiplybytwo`` to an object ``X`` we write::
@ -295,7 +295,7 @@ The dates class
.. datesmethod:: C = colon (A, B) .. datesmethod:: C = colon (A, B)
C = colon (A, i, B) C = colon (A, i, B)
|br| Overloads the Matlab/Octave colon (``:``) operator. A and B |br| Overloads the MATLAB/Octave colon (``:``) operator. A and B
are ``dates`` objects. The optional increment ``i`` is a are ``dates`` objects. The optional increment ``i`` is a
scalar integer (default value is ``i=1``). This method returns scalar integer (default value is ``i=1``). This method returns
a ``dates`` object and can be used to create ranges of dates. a ``dates`` object and can be used to create ranges of dates.
@ -314,7 +314,7 @@ The dates class
.. datesmethod:: B = double (A) .. datesmethod:: B = double (A)
|br| Overloads the Matlab/Octave ``double`` function. ``A`` is |br| Overloads the MATLAB/Octave ``double`` function. ``A`` is
a ``dates`` object. The method returns a floating point a ``dates`` object. The method returns a floating point
representation of a ``dates`` object, the integer and representation of a ``dates`` object, the integer and
fractional parts respectively corresponding to the year and fractional parts respectively corresponding to the year and
@ -339,7 +339,7 @@ The dates class
.. datesmethod:: C = eq (A, B) .. datesmethod:: C = eq (A, B)
|br| Overloads the Matlab/Octave ``eq`` (equal, ``==``) |br| Overloads the MATLAB/Octave ``eq`` (equal, ``==``)
operator. ``dates`` objects ``A`` and ``B`` must have the same operator. ``dates`` objects ``A`` and ``B`` must have the same
number of elements (say, ``n``). The returned argument is a number of elements (say, ``n``). The returned argument is a
``n`` by ``1`` vector of zeros and ones. The i-th element of ``n`` by ``1`` vector of zeros and ones. The i-th element of
@ -362,7 +362,7 @@ The dates class
.. datesmethod:: C = ge (A, B) .. datesmethod:: C = ge (A, B)
|br| Overloads the Matlab/Octave ``ge`` (greater or equal, |br| Overloads the MATLAB/Octave ``ge`` (greater or equal,
``>=``) operator. ``dates`` objects ``A`` and ``B`` must have ``>=``) operator. ``dates`` objects ``A`` and ``B`` must have
the same number of elements (say, ``n``). The returned the same number of elements (say, ``n``). The returned
argument is a ``n`` by ``1`` vector of zeros and ones. The argument is a ``n`` by ``1`` vector of zeros and ones. The
@ -385,7 +385,7 @@ The dates class
.. datesmethod:: C = gt (A, B) .. datesmethod:: C = gt (A, B)
|br| Overloads the Matlab/Octave ``gt`` (greater than, ``>``) |br| Overloads the MATLAB/Octave ``gt`` (greater than, ``>``)
operator. ``dates`` objects ``A`` and ``B`` must have the same operator. ``dates`` objects ``A`` and ``B`` must have the same
number of elements (say, ``n``). The returned argument is a number of elements (say, ``n``). The returned argument is a
``n`` by ``1`` vector of zeros and ones. The i-th element of ``n`` by ``1`` vector of zeros and ones. The i-th element of
@ -408,7 +408,7 @@ The dates class
.. datesmethod:: D = horzcat (A, B, C, ...) .. datesmethod:: D = horzcat (A, B, C, ...)
|br| Overloads the Matlab/Octave ``horzcat`` operator. All the |br| Overloads the MATLAB/Octave ``horzcat`` operator. All the
input arguments must be ``dates`` objects. The returned input arguments must be ``dates`` objects. The returned
argument is a ``dates`` object gathering all the dates given argument is a ``dates`` object gathering all the dates given
in the input arguments (repetitions are not removed). in the input arguments (repetitions are not removed).
@ -426,7 +426,7 @@ The dates class
.. datesmethod:: C = intersect (A, B) .. datesmethod:: C = intersect (A, B)
|br| Overloads the Matlab/Octave ``intersect`` function. All |br| Overloads the MATLAB/Octave ``intersect`` function. All
the input arguments must be ``dates`` objects. The returned the input arguments must be ``dates`` objects. The returned
argument is a ``dates`` object gathering all the common dates argument is a ``dates`` object gathering all the common dates
given in the input arguments. If ``A`` and ``B`` are disjoint given in the input arguments. If ``A`` and ``B`` are disjoint
@ -447,7 +447,7 @@ The dates class
.. datesmethod:: C = setdiff (A, B) .. datesmethod:: C = setdiff (A, B)
|br| Overloads the Matlab/Octave ``setdiff`` function. All the |br| Overloads the MATLAB/Octave ``setdiff`` function. All the
input arguments must be ``dates`` objects. The returned input arguments must be ``dates`` objects. The returned
argument is a ``dates`` object all dates present in ``A`` but argument is a ``dates`` object all dates present in ``A`` but
not in ``B``. If ``A`` and ``B`` are disjoint ``dates`` not in ``B``. If ``A`` and ``B`` are disjoint ``dates``
@ -469,7 +469,7 @@ The dates class
.. datesmethod:: B = isempty (A) .. datesmethod:: B = isempty (A)
|br| Overloads the Matlab/Octave ``isempty`` function for ``dates`` |br| Overloads the MATLAB/Octave ``isempty`` function for ``dates``
objects``. objects``.
*Example* *Example*
@ -486,7 +486,7 @@ The dates class
.. datesmethod:: C = isequal (A, B) .. datesmethod:: C = isequal (A, B)
|br| Overloads the Matlab/Octave ``isequal`` function for |br| Overloads the MATLAB/Octave ``isequal`` function for
``dates`` objects. ``dates`` objects.
*Example* *Example*
@ -503,7 +503,7 @@ The dates class
.. datesmethod:: C = le (A, B) .. datesmethod:: C = le (A, B)
|br| Overloads the Matlab/Octave ``le`` (less or equal, |br| Overloads the MATLAB/Octave ``le`` (less or equal,
``<=``) operator. ``dates`` objects ``A`` and ``B`` must have ``<=``) operator. ``dates`` objects ``A`` and ``B`` must have
the same number of elements (say, ``n``). The returned the same number of elements (say, ``n``). The returned
argument is a ``n`` by ``1`` vector of zeros and ones. The argument is a ``n`` by ``1`` vector of zeros and ones. The
@ -526,7 +526,7 @@ The dates class
.. datesmethod:: B = length (A) .. datesmethod:: B = length (A)
|br| Overloads the Matlab/Octave ``length`` function. Returns the |br| Overloads the MATLAB/Octave ``length`` function. Returns the
number of dates in ``dates`` object ``A`` (``B`` is a scalar number of dates in ``dates`` object ``A`` (``B`` is a scalar
integer). integer).
@ -544,7 +544,7 @@ The dates class
.. datesmethod:: C = lt (A, B) .. datesmethod:: C = lt (A, B)
|br| Overloads the Matlab/Octave ``lt`` (less than, ``<``) |br| Overloads the MATLAB/Octave ``lt`` (less than, ``<``)
operator. ``dates`` objects ``A`` and ``B`` must have the same operator. ``dates`` objects ``A`` and ``B`` must have the same
number of elements (say, ``n``). The returned argument is a number of elements (say, ``n``). The returned argument is a
``n`` by ``1`` vector of zeros and ones. The i-th element of ``n`` by ``1`` vector of zeros and ones. The i-th element of
@ -567,7 +567,7 @@ The dates class
.. datesmethod:: D = max (A, B, C, ...) .. datesmethod:: D = max (A, B, C, ...)
|br| Overloads the Matlab/Octave ``max`` function. All input |br| Overloads the MATLAB/Octave ``max`` function. All input
arguments must be ``dates`` objects. The function returns a arguments must be ``dates`` objects. The function returns a
single element ``dates`` object containing the greatest date. single element ``dates`` object containing the greatest date.
@ -582,7 +582,7 @@ The dates class
.. datesmethod:: D = min (A, B, C, ...) .. datesmethod:: D = min (A, B, C, ...)
|br| Overloads the Matlab/Octave ``min`` function. All input |br| Overloads the MATLAB/Octave ``min`` function. All input
arguments must be ``dates`` objects. The function returns a arguments must be ``dates`` objects. The function returns a
single element ``dates`` object containing the smallest date. single element ``dates`` object containing the smallest date.
@ -597,7 +597,7 @@ The dates class
.. datesmethod:: C = minus (A, B) .. datesmethod:: C = minus (A, B)
|br| Overloads the Matlab/Octave ``minus`` operator |br| Overloads the MATLAB/Octave ``minus`` operator
(``-``). If both input arguments are ``dates`` objects, then (``-``). If both input arguments are ``dates`` objects, then
number of periods between ``A`` and ``B`` is returned (so that number of periods between ``A`` and ``B`` is returned (so that
``A+C=B``). If ``B`` is a vector of integers, the minus ``A+C=B``). If ``B`` is a vector of integers, the minus
@ -624,7 +624,7 @@ The dates class
.. datesmethod:: C = ne (A, B) .. datesmethod:: C = ne (A, B)
|br| Overloads the Matlab/Octave ``ne`` (not equal, ``~=``) |br| Overloads the MATLAB/Octave ``ne`` (not equal, ``~=``)
operator. ``dates`` objects ``A`` and ``B`` must have the same operator. ``dates`` objects ``A`` and ``B`` must have the same
number of elements (say, ``n``) or one of the inputs must be a number of elements (say, ``n``) or one of the inputs must be a
single element ``dates`` object. The returned argument is a single element ``dates`` object. The returned argument is a
@ -648,7 +648,7 @@ The dates class
.. datesmethod:: C = plus (A, B) .. datesmethod:: C = plus (A, B)
|br| Overloads the Matlab/Octave ``plus`` operator (``+``). If |br| Overloads the MATLAB/Octave ``plus`` operator (``+``). If
both input arguments are ``dates`` objects, then the method both input arguments are ``dates`` objects, then the method
combines ``A`` and ``B`` without removing repetitions. If combines ``A`` and ``B`` without removing repetitions. If
``B`` is a vector of integers, the ``plus`` operator shifts ``B`` is a vector of integers, the ``plus`` operator shifts
@ -709,7 +709,7 @@ The dates class
.. datesmethod:: B = uminus (A) .. datesmethod:: B = uminus (A)
|br| Overloads the Matlab/Octave unary minus operator. Returns |br| Overloads the MATLAB/Octave unary minus operator. Returns
a ``dates`` object with elements shifted one period backward. a ``dates`` object with elements shifted one period backward.
*Example* *Example*
@ -723,7 +723,7 @@ The dates class
.. datesmethod:: D = union (A, B, C, ...) .. datesmethod:: D = union (A, B, C, ...)
|br| Overloads the Matlab/Octave ``union`` function. Returns a |br| Overloads the MATLAB/Octave ``union`` function. Returns a
``dates`` object with elements sorted by increasing order ``dates`` object with elements sorted by increasing order
(repetitions are removed, to keep the repetitions use the (repetitions are removed, to keep the repetitions use the
``horzcat`` or ``plus`` operators). ``horzcat`` or ``plus`` operators).
@ -740,7 +740,7 @@ The dates class
.. datesmethod:: B = unique (A) .. datesmethod:: B = unique (A)
|br| Overloads the Matlab/Octave ``unique`` function. Returns |br| Overloads the MATLAB/Octave ``unique`` function. Returns
a ``dates`` object with repetitions removed (only the last a ``dates`` object with repetitions removed (only the last
occurence of a date is kept). occurence of a date is kept).
@ -755,7 +755,7 @@ The dates class
.. datesmethod:: B = uplus (A) .. datesmethod:: B = uplus (A)
|br| Overloads the Matlab/Octave unary plus operator. Returns |br| Overloads the MATLAB/Octave unary plus operator. Returns
a ``dates`` object with elements shifted one period ahead. a ``dates`` object with elements shifted one period ahead.
*Example* *Example*
@ -774,8 +774,8 @@ The dseries class
.. class:: dseries .. class:: dseries
|br| The Matlab/Octave ``dseries`` class handles time series |br| The MATLAB/Octave ``dseries`` class handles time series
data. As any Matlab/Octave statements, this class can be used in a data. As any MATLAB/Octave statements, this class can be used in a
Dynare’s mod file. A ``dseries`` object has six members: Dynare’s mod file. A ``dseries`` object has six members:
:arg name: A ``nobs*1`` cell of strings or a ``nobs*p`` character :arg name: A ``nobs*1`` cell of strings or a ``nobs*p`` character
@ -1046,7 +1046,7 @@ The dseries class
.. dseriesmethod:: B = cumprod(A[, d[, v]]) .. dseriesmethod:: B = cumprod(A[, d[, v]])
|br| Overloads the Matlab/Octave ``cumprod`` function for |br| Overloads the MATLAB/Octave ``cumprod`` function for
``dseries`` objects. The cumulated product cannot be computed ``dseries`` objects. The cumulated product cannot be computed
if the variables in ``dseries`` object ``A`` have NaNs. If a if the variables in ``dseries`` object ``A`` have NaNs. If a
``dates`` object ``d`` is provided as a second argument, then ``dates`` object ``d`` is provided as a second argument, then
@ -1108,7 +1108,7 @@ The dseries class
.. dseriesmethod:: B = cumsum(A[, d[, v]]) .. dseriesmethod:: B = cumsum(A[, d[, v]])
|br| Overloads the Matlab/Octave ``cumsum`` function for |br| Overloads the MATLAB/Octave ``cumsum`` function for
``dseries`` objects. The cumulated sum cannot be computed if ``dseries`` objects. The cumulated sum cannot be computed if
the variables in ``dseries`` object ``A`` have NaNs. If a the variables in ``dseries`` object ``A`` have NaNs. If a
``dates`` object ``d`` is provided as a second argument, then ``dates`` object ``d`` is provided as a second argument, then
@ -1179,7 +1179,7 @@ The dseries class
.. dseriesmethod:: C = eq(A, B) .. dseriesmethod:: C = eq(A, B)
|br| Overloads the Matlab/Octave ``eq`` (equal, ``==``) |br| Overloads the MATLAB/Octave ``eq`` (equal, ``==``)
operator. ``dseries`` objects ``A`` and ``B`` must have the operator. ``dseries`` objects ``A`` and ``B`` must have the
same number of observations (say, :math:`T`) and variables same number of observations (say, :math:`T`) and variables
(:math:`N`). The returned argument is a :math:`T \times N` (:math:`N`). The returned argument is a :math:`T \times N`
@ -1204,7 +1204,7 @@ The dseries class
.. dseriesmethod:: B = exp(A) .. dseriesmethod:: B = exp(A)
|br| Overloads the Matlab/Octave ``exp`` function for |br| Overloads the MATLAB/Octave ``exp`` function for
``dseries`` objects. ``dseries`` objects.
*Example* *Example*
@ -1247,7 +1247,7 @@ The dseries class
creation of sub-objects, the ``dseries`` class overloads the creation of sub-objects, the ``dseries`` class overloads the
curly braces (``D = extract (A, B, C)`` is equivalent to ``D = curly braces (``D = extract (A, B, C)`` is equivalent to ``D =
A{B,C}``) and allows implicit loops (defined between a pair of A{B,C}``) and allows implicit loops (defined between a pair of
``@`` symbol, see examples below) or Matlab/Octave’s regular ``@`` symbol, see examples below) or MATLAB/Octave’s regular
expressions (introduced by square brackets). expressions (introduced by square brackets).
*Example* *Example*
@ -1301,7 +1301,7 @@ The dseries class
.. dseriesmethod:: D = horzcat(A, B[, ...]) .. dseriesmethod:: D = horzcat(A, B[, ...])
|br| Overloads the ``horzcat`` Matlab/Octave’s method for |br| Overloads the ``horzcat`` MATLAB/Octave’s method for
``dseries`` objects. Returns a ``dseries`` object ``D`` ``dseries`` objects. Returns a ``dseries`` object ``D``
containing the variables in ``dseries`` objects passed as containing the variables in ``dseries`` objects passed as
inputs: ``A, B, ...`` If the inputs are not defined on the inputs: ``A, B, ...`` If the inputs are not defined on the
@ -1452,13 +1452,13 @@ The dseries class
.. dseriesmethod:: B = isempty(A) .. dseriesmethod:: B = isempty(A)
|br| Overloads the Matlab/octave’s ``isempty`` function. Returns |br| Overloads the MATLAB/octave’s ``isempty`` function. Returns
``1`` if ``dseries`` object ``A`` is empty, ``0`` otherwise. ``1`` if ``dseries`` object ``A`` is empty, ``0`` otherwise.
.. dseriesmethod:: C = isequal(A,B) .. dseriesmethod:: C = isequal(A,B)
|br| Overloads the Matlab/octave’s ``isequal`` function. Returns |br| Overloads the MATLAB/octave’s ``isequal`` function. Returns
``1`` if ``dseries`` objects ``A`` and ``B`` are identical, ``0`` ``1`` if ``dseries`` objects ``A`` and ``B`` are identical, ``0``
otherwise. otherwise.
@ -1601,7 +1601,7 @@ The dseries class
.. dseriesmethod:: B = log(A) .. dseriesmethod:: B = log(A)
|br| Overloads the Matlab/Octave ``log`` function for |br| Overloads the MATLAB/Octave ``log`` function for
``dseries`` objects. ``dseries`` objects.
*Example* *Example*
@ -1775,7 +1775,7 @@ The dseries class
|br| Overloads the ``mrdivide`` (``/``) operator for |br| Overloads the ``mrdivide`` (``/``) operator for
``dseries`` objects, element by element division (like the ``dseries`` objects, element by element division (like the
``./`` Matlab/Octave operator). If both ``A`` and ``B`` are ``./`` MATLAB/Octave operator). If both ``A`` and ``B`` are
``dseries`` objects, they do not need to be defined over the ``dseries`` objects, they do not need to be defined over the
same time ranges. If ``A`` and ``B`` are ``dseries`` objects same time ranges. If ``A`` and ``B`` are ``dseries`` objects
with :math:`T_A` and :math:`T_B` observations and :math:`N_A` with :math:`T_A` and :math:`T_B` observations and :math:`N_A`
@ -1826,7 +1826,7 @@ The dseries class
.. dseriesmethod:: C = mtimes(A, B) .. dseriesmethod:: C = mtimes(A, B)
|br| Overloads the ``mtimes`` (``*``) operator for ``dseries`` |br| Overloads the ``mtimes`` (``*``) operator for ``dseries``
objects and the Hadammard product (the .* Matlab/Octave objects and the Hadammard product (the .* MATLAB/Octave
operator). If both ``A`` and ``B`` are ``dseries`` objects, operator). If both ``A`` and ``B`` are ``dseries`` objects,
they do not need to be defined over the same time ranges. If they do not need to be defined over the same time ranges. If
``A`` and ``B`` are ``dseries`` objects with :math:`T_A` and ``A`` and ``B`` are ``dseries`` objects with :math:`T_A` and
@ -1855,7 +1855,7 @@ The dseries class
.. dseriesmethod:: C = ne(A, B) .. dseriesmethod:: C = ne(A, B)
|br| Overloads the Matlab/Octave ``ne`` (not equal, ``~=``) |br| Overloads the MATLAB/Octave ``ne`` (not equal, ``~=``)
operator. ``dseries`` objects ``A`` and ``B`` must have the operator. ``dseries`` objects ``A`` and ``B`` must have the
same number of observations (say, :math:`T`) and variables same number of observations (say, :math:`T`) and variables
(:math:`N`). The returned argument is a :math:`T` by :math:`N` (:math:`N`). The returned argument is a :math:`T` by :math:`N`
@ -1900,19 +1900,19 @@ The dseries class
h = plot(A[, ...]) h = plot(A[, ...])
h = plot(A, B[, ...]) h = plot(A, B[, ...])
|br| Overloads Matlab/Octave’s ``plot`` function for |br| Overloads MATLAB/Octave’s ``plot`` function for
``dseries`` objects. Returns a Matlab/Octave plot handle, that ``dseries`` objects. Returns a MATLAB/Octave plot handle, that
can be used to modify the properties of the plotted time can be used to modify the properties of the plotted time
series. If only one ``dseries`` object, ``A``, is passed as series. If only one ``dseries`` object, ``A``, is passed as
argument, then the plot function will put the associated dates argument, then the plot function will put the associated dates
on the x-abscissa. If this ``dseries`` object contains only on the x-abscissa. If this ``dseries`` object contains only
one variable, additional arguments can be passed to modify the one variable, additional arguments can be passed to modify the
properties of the plot (as one would do with the properties of the plot (as one would do with the
Matlab/Octave’s version of the plot function). If ``dseries`` MATLAB/Octave’s version of the plot function). If ``dseries``
object ``A`` contains more than one variable, it is not object ``A`` contains more than one variable, it is not
possible to pass these additional arguments and the properties possible to pass these additional arguments and the properties
of the plotted time series must be modified using the returned of the plotted time series must be modified using the returned
plot handle and the Matlab/Octave ``set`` function (see plot handle and the MATLAB/Octave ``set`` function (see
example below). If two ``dseries`` objects, ``A`` and ``B``, example below). If two ``dseries`` objects, ``A`` and ``B``,
are passed as input arguments, the plot function will plot the are passed as input arguments, the plot function will plot the
variables in ``A`` against the variables in ``B`` (the number variables in ``A`` against the variables in ``B`` (the number
@ -1920,7 +1920,7 @@ The dseries class
error is issued). Again, if each object contains only one error is issued). Again, if each object contains only one
variable, additional arguments can be passed to modify the variable, additional arguments can be passed to modify the
properties of the plotted time series, otherwise the properties of the plotted time series, otherwise the
Matlab/Octave ``set`` command has to be used. MATLAB/Octave ``set`` command has to be used.
*Example* *Example*
@ -1940,7 +1940,7 @@ The dseries class
If one wants to modify the properties of the plotted time If one wants to modify the properties of the plotted time
series (line style, colours, ...), the set function can be series (line style, colours, ...), the set function can be
used (see Matlab’s documentation):: used (see MATLAB’s documentation)::
>> set(h(1),'-k','linewidth',2); >> set(h(1),'-k','linewidth',2);
>> set(h(2),'--r'); >> set(h(2),'--r');
@ -2116,10 +2116,10 @@ The dseries class
.. dseriesmethod:: save(A, basename[, format]) .. dseriesmethod:: save(A, basename[, format])
|br| Overloads the Matlab/Octave ``save`` function and saves |br| Overloads the MATLAB/Octave ``save`` function and saves
``dseries`` object ``A`` to disk. Possible formats are ``csv`` ``dseries`` object ``A`` to disk. Possible formats are ``csv``
(this is the default), ``m`` (Matlab/Octave script), and (this is the default), ``m`` (MATLAB/Octave script), and
``mat`` (Matlab binary data file). The name of the file ``mat`` (MATLAB binary data file). The name of the file
without extension is specified by ``basename``. without extension is specified by ``basename``.
*Example* *Example*
@ -2136,7 +2136,7 @@ The dseries class
1Y, 1, 1 1Y, 1, 1
2Y, 1, 1 2Y, 1, 1
To create a Matlab/Octave script, the following command:: To create a MATLAB/Octave script, the following command::
>> ts0.save('ts0','m'); >> ts0.save('ts0','m');
@ -2188,7 +2188,7 @@ The dseries class
.. dseriesmethod:: [T, N ] = size(A[, dim]) .. dseriesmethod:: [T, N ] = size(A[, dim])
Overloads the Matlab/Octave’s ``size`` function. Returns the Overloads the MATLAB/Octave’s ``size`` function. Returns the
number of observations in ``dseries`` object ``A`` number of observations in ``dseries`` object ``A``
(i.e. ``A.nobs``) and the number of variables (i.e. ``A.nobs``) and the number of variables
(i.e. ``A.vobs``). If a second input argument is passed, the (i.e. ``A.vobs``). If a second input argument is passed, the
@ -2247,7 +2247,7 @@ The dseries class
.. dseriesmethod:: D = vertcat (A, B[, ...]) .. dseriesmethod:: D = vertcat (A, B[, ...])
|br| Overloads the ``vertcat`` Matlab/Octave method for |br| Overloads the ``vertcat`` MATLAB/Octave method for
``dseries`` objects. This method is used to append more ``dseries`` objects. This method is used to append more
observations to a ``dseries`` object. Returns a ``dseries`` observations to a ``dseries`` object. Returns a ``dseries``
object ``D`` containing the variables in ``dseries`` objects object ``D`` containing the variables in ``dseries`` objects

2
doc/parallel/parallel.tex
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@ -969,7 +969,7 @@ On the other hand, under the parallel implementation, a parallel monitoring plot
\section{Parallel DYNARE: testing} \section{Parallel DYNARE: testing}
We checked the new parallel platform for DYNARE performing a number of tests, using different models and computer architectures. We present here all tests performed with Windows Xp/Matlab. However, similar tests were performed successfully under Linux/Ubuntu environment. We checked the new parallel platform for DYNARE performing a number of tests, using different models and computer architectures. We present here all tests performed with Windows XP/MATLAB. However, similar tests were performed successfully under Linux/Ubuntu environment.
In the Bayesian estimation of DSGE models with DYNARE, most of the computing time is devoted to the posterior parameter estimation with the Metropolis algorithm. The first and second tests are therefore focused on the parallelization of the Random Walking Metropolis Hastings algorithm (Sections \ref{s:test1}-\ref{s:test2}). In addition, further tests (Sections \ref{s:test3}-\ref{s:test4}) are devoted to test all the parallelized functions in DYNARE. Finally, we compare the two parallel implementations of the Metropolis Hastings algorithms, available in DYNARE: the Independent and the Random Walk (Section \ref{s:test5}). In the Bayesian estimation of DSGE models with DYNARE, most of the computing time is devoted to the posterior parameter estimation with the Metropolis algorithm. The first and second tests are therefore focused on the parallelization of the Random Walking Metropolis Hastings algorithm (Sections \ref{s:test1}-\ref{s:test2}). In addition, further tests (Sections \ref{s:test3}-\ref{s:test4}) are devoted to test all the parallelized functions in DYNARE. Finally, we compare the two parallel implementations of the Metropolis Hastings algorithms, available in DYNARE: the Independent and the Random Walk (Section \ref{s:test5}).
\subsection{Test 1.}\label{s:test1} \subsection{Test 1.}\label{s:test1}

6
dynare++/doc/changelog-old.html
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@ -128,7 +128,7 @@ which IRFs are calculated
<TR><TD><TD><TD> <TD>Added --order command line switch <TR><TD><TD><TD> <TD>Added --order command line switch
<TR><TD><TD><TD> <TD>Added writing two Matlab files for steady state <TR><TD><TD><TD> <TD>Added writing two MATLAB files for steady state
calcs calcs
<TR><TD><TD><TD> <TD>Implemented optimal policy using keyword <TR><TD><TD><TD> <TD>Implemented optimal policy using keyword
@ -216,8 +216,8 @@ file.
resulting in an exception. The error occurred if a variable appeared resulting in an exception. The error occurred if a variable appeared
at time t-1 or t+1 and not at t. at time t-1 or t+1 and not at t.
<TR><TD><TD><TD> <TD>Added Matlab interface, which allows simulation <TR><TD><TD><TD> <TD>Added MATLAB interface, which allows simulation
of a decision rule in Matlab. of a decision rule in MATLAB.
<TR><TD><TD><TD> <TD>Got rid of Matrix Template Library. <TR><TD><TD><TD> <TD>Got rid of Matrix Template Library.

4
dynare++/doc/changelog-sylv-old.html
View File

@ -60,12 +60,12 @@ considerable memory improvement.</TD>
<TR> <TR>
<TD></TD> <TD></TD>
<TD></TD> <TD></TD>
<TD>MEX interface now links with LAPACK library from Matlab.</TD> <TD>MEX interface now links with LAPACK library from MATLAB.</TD>
</TR> </TR>
<TR> <TR>
<TD></TD> <TD></TD>
<TD></TD> <TD></TD>
<TD>Added a hack to MEX library loading in order to avoid Matlab crash in Wins.</TD> <TD>Added a hack to MEX library loading in order to avoid MATLAB crash in Wins.</TD>
</TR> </TR>
<TR> <TR>
<TD>rel-2</TD> <TD>rel-2</TD>

46
dynare++/doc/dynare++-tutorial.tex
View File

@ -155,13 +155,13 @@ dynare++ example1.mod
} }
When the program is finished, it produces two output files: a journal When the program is finished, it produces two output files: a journal
file {\tt example1.jnl} and a Matlab MAT-4 {\tt example1.mat}. The file {\tt example1.jnl} and a MATLAB MAT-4 {\tt example1.mat}. The
journal file contains information about time, memory and processor journal file contains information about time, memory and processor
resources needed for all steps of solution. The output file is more resources needed for all steps of solution. The output file is more
interesting. It contains various simulation results. It can be loaded interesting. It contains various simulation results. It can be loaded
into Matlab or Scilab and examined.% into MATLAB or Scilab and examined.%
\footnote{For Matlab {\tt load example1.mat}, for Scilab {\tt \footnote{For MATLAB {\tt load example1.mat}, for Scilab {\tt
mtlb\_load example1.mat}} The following examples are done in Matlab, mtlb\_load example1.mat}} The following examples are done in MATLAB,
everything would be very similar in Scilab. everything would be very similar in Scilab.
Let us first examine the contents of the MAT file: Let us first examine the contents of the MAT file:
@ -189,7 +189,7 @@ dyn_i_NU dyn_nforw
All the variables coming from one MAT file have a common prefix. In All the variables coming from one MAT file have a common prefix. In
this case it is {\tt dyn}, which is Dynare++ default. The prefix can this case it is {\tt dyn}, which is Dynare++ default. The prefix can
be changed, so that the multiple results could be loaded into one Matlab be changed, so that the multiple results could be loaded into one MATLAB
session. session.
In the default setup, Dynare++ solves the Taylor approximation to the In the default setup, Dynare++ solves the Taylor approximation to the
@ -431,7 +431,7 @@ vcov = [
} }
After this model file has been run, we can load the resulting MAT-file After this model file has been run, we can load the resulting MAT-file
into the Matlab (or Scilab) and examine its contents: into the MATLAB (or Scilab) and examine its contents:
{\small {\small
\begin{verbatim} \begin{verbatim}
>> load kp1980_2.mat >> load kp1980_2.mat
@ -856,9 +856,9 @@ if they are set in the {\tt initval} section. In other words, if a
multiplier has been given a value in the {\tt initval} section, then multiplier has been given a value in the {\tt initval} section, then
the value is used, otherwise the calculated value is taken. the value is used, otherwise the calculated value is taken.
For even more difficult problems, Dynare++ generates two Matlab files For even more difficult problems, Dynare++ generates two MATLAB files
calculating a residual of the static system and its derivative. These calculating a residual of the static system and its derivative. These
can be used in Matlab's {\tt fsolve} or other algorithm to get an can be used in MATLAB's {\tt fsolve} or other algorithm to get an
exact solution of the deterministic steady state. See exact solution of the deterministic steady state. See
\ref{output_matlab_scripts} for more details. \ref{output_matlab_scripts} for more details.
@ -924,7 +924,7 @@ This section deals with Dynare++ input. The first subsection
\ref{dynpp_opts} provides a list of command line options, next \ref{dynpp_opts} provides a list of command line options, next
subsection \ref{dynpp_mod} deals with a format of Dynare++ model file, subsection \ref{dynpp_mod} deals with a format of Dynare++ model file,
and the last subsection discusses incompatibilities between Dynare and the last subsection discusses incompatibilities between Dynare
Matlab and Dynare++. MATLAB and Dynare++.
\subsection{Command Line Options} \subsection{Command Line Options}
\label{dynpp_opts} \label{dynpp_opts}
@ -1143,7 +1143,7 @@ $t+1$. The realization of $u_t$ is included in the information set of
$E_t$. See an explanation of Dynare++ timing on page \pageref{timing}. $E_t$. See an explanation of Dynare++ timing on page \pageref{timing}.
\end{itemize} \end{itemize}
The model equations are formulated in the same way as in Matlab The model equations are formulated in the same way as in MATLAB
Dynare. The time indexes different from $t$ are put to round Dynare. The time indexes different from $t$ are put to round
parenthesis in this way: {\tt C(-1)}, {\tt C}, {\tt C(+1)}. parenthesis in this way: {\tt C(-1)}, {\tt C}, {\tt C(+1)}.
@ -1181,16 +1181,16 @@ Y-Y_SS = rho*(Y(-1)-Y_SS)+EPS;
\end{verbatim} \end{verbatim}
} }
\subsection{Incompatibilities with Matlab Dynare} \subsection{Incompatibilities with MATLAB Dynare}
This section provides a list of incompatibilities between a model file This section provides a list of incompatibilities between a model file
for Dy\-na\-re++ and Matlab Dynare. These must be considered when a model for Dy\-na\-re++ and MATLAB Dynare. These must be considered when a model
file for Matlab Dynare is being migrated to Dynare++. The list is the file for MATLAB Dynare is being migrated to Dynare++. The list is the
following: following:
\begin{itemize} \begin{itemize}
\item There is no {\tt periods} keyword. \item There is no {\tt periods} keyword.
\item The parameters cannot be lagged or leaded, I think that Dynare \item The parameters cannot be lagged or leaded, I think that Dynare
Matlab allows it, but the semantics is the same (parameter is a MATLAB allows it, but the semantics is the same (parameter is a
constant). constant).
\item There are no commands like {\tt steady}, {\tt check}, {\tt \item There are no commands like {\tt steady}, {\tt check}, {\tt
simul}, {\tt stoch\_simul}, etc. simul}, {\tt stoch\_simul}, etc.
@ -1218,7 +1218,7 @@ vcov = [
There are three output files; a data file in MAT-4 format containing There are three output files; a data file in MAT-4 format containing
the output data (\ref{matfile}), a journal text file containing an the output data (\ref{matfile}), a journal text file containing an
information about the Dynare++ run (\ref{journalfile}), and a dump information about the Dynare++ run (\ref{journalfile}), and a dump
file (\ref{dumpfile}). Further, Dynare++ generates two Matlab script file (\ref{dumpfile}). Further, Dynare++ generates two MATLAB script
files, which calculate a residual and the first derivative of the files, which calculate a residual and the first derivative of the
residual of the static system (\ref{output_matlab_scripts}). These are residual of the static system (\ref{output_matlab_scripts}). These are
useful when calculating the deterministic steady state outside useful when calculating the deterministic steady state outside
@ -1429,15 +1429,15 @@ of the planner.
The dump file serves for debugging purposes, since it contains the The dump file serves for debugging purposes, since it contains the
mathematical problem which is being solved by dynare++. mathematical problem which is being solved by dynare++.
\subsection{Matlab Scripts for Steady State Calculations} \subsection{MATLAB Scripts for Steady State Calculations}
\label{output_matlab_scripts} \label{output_matlab_scripts}
This section describes two Matlab scripts, which are useful when This section describes two MATLAB scripts, which are useful when
calculating the deterministic steady state outside Dynare++. The calculating the deterministic steady state outside Dynare++. The
scripts are created by Dynare++ as soon as an input file is parsed, scripts are created by Dynare++ as soon as an input file is parsed,
that is before any calculations. that is before any calculations.
The first Matlab script having a name {\tt {\it modname}\_f.m} for The first MATLAB script having a name {\tt {\it modname}\_f.m} for
given parameters values and given all endogenous variables $y$ given parameters values and given all endogenous variables $y$
calculates a residual of the static system. Supposing the model is in calculates a residual of the static system. Supposing the model is in
the form of \eqref{focs}, the script calculates a vector: the form of \eqref{focs}, the script calculates a vector:
@ -1465,14 +1465,14 @@ For example, if we want to calculate the deterministic steady state of
the {\tt kp1980.dyn} model, we need to do the following: the {\tt kp1980.dyn} model, we need to do the following:
\begin{enumerate} \begin{enumerate}
\item Run Dynare++ with {\tt kp1980.dyn}, no matter if the calculation \item Run Dynare++ with {\tt kp1980.dyn}, no matter if the calculation
has not been finished, important output are the two Matlab scripts has not been finished, important output are the two MATLAB scripts
created just in the beginning. created just in the beginning.
\item Consult file {\tt kp1980\_f.m}\ to get the ordering of parameters \item Consult file {\tt kp1980\_f.m}\ to get the ordering of parameters
and all endogenous variables. and all endogenous variables.
\item Create a vector {\tt p} with the parameter values in the ordering \item Create a vector {\tt p} with the parameter values in the ordering
\item Create a vector {\tt init\_y} with the initial guess for the \item Create a vector {\tt init\_y} with the initial guess for the
Matlab solver {\tt fsolve} MATLAB solver {\tt fsolve}
\item Create a simple Matlab function called {\tt kp1980\_fsolve.m}\ \item Create a simple MATLAB function called {\tt kp1980\_fsolve.m}\
returning the residual and Jacobian: returning the residual and Jacobian:
{\small {\small
\begin{verbatim} \begin{verbatim}
@ -1481,7 +1481,7 @@ function [r, J] = kp1980_fsolve(p, y)
J = kp1980_ff(p, y); J = kp1980_ff(p, y);
\end{verbatim} \end{verbatim}
} }
\item In the Matlab prompt, run the following: \item In the MATLAB prompt, run the following:
{\small {\small
\begin{verbatim} \begin{verbatim}
opt=optimset('Jacobian','on','Display','iter'); opt=optimset('Jacobian','on','Display','iter');
@ -1497,7 +1497,7 @@ y=fsolve(@(y) kp1980_fsolve(p,y), init_y, opt);
When Dynare++ run is finished it dumps the derivatives of the When Dynare++ run is finished it dumps the derivatives of the
calculated decision rule to the MAT file. The derivatives can be used calculated decision rule to the MAT file. The derivatives can be used
for a construction of the decision rule and custom simulations can be for a construction of the decision rule and custom simulations can be
run. This is done by {\tt dynare\_simul.m} M-file in Matlab. It reads run. This is done by {\tt dynare\_simul.m} M-file in MATLAB. It reads
the derivatives and simulates the decision rule with provided the derivatives and simulates the decision rule with provided
realization of shocks. realization of shocks.

2
examples/NK_baseline.mod
View File

@ -17,7 +17,7 @@
* and ii) solve a nonlinear equation using a numerical solver to find the steady * and ii) solve a nonlinear equation using a numerical solver to find the steady
* state of labor. It provides an example on how the steady state file can be used * state of labor. It provides an example on how the steady state file can be used
* to circumvent some of the limitation of Dynare mod-file by accessing an external * to circumvent some of the limitation of Dynare mod-file by accessing an external
* file that allows calling general Matlab routines. These capacities will mostly be * file that allows calling general MATLAB routines. These capacities will mostly be
* interesting for power users. If one just wants to provide analytical steady state * interesting for power users. If one just wants to provide analytical steady state
* values and update parameters, the steady_state_model-block allows an easy and convenient * values and update parameters, the steady_state_model-block allows an easy and convenient
* alternative. It even allows calling numerical solvers like fsolve. For an example, see * alternative. It even allows calling numerical solvers like fsolve. For an example, see

2
examples/example3.mod
View File

@ -6,7 +6,7 @@
* To do so, the equations of the model have been transformed into a non-linear equation in * To do so, the equations of the model have been transformed into a non-linear equation in
* labor h. Within the steady_state_model-block, a helper function is called that uses fsolve * labor h. Within the steady_state_model-block, a helper function is called that uses fsolve
* to solve this non-linear equation. The use of the helper function is necessary to avoid * to solve this non-linear equation. The use of the helper function is necessary to avoid
* interference of the Matlab syntax with Dynare's preprocessor. A more complicated alternative * interference of the MATLAB syntax with Dynare's preprocessor. A more complicated alternative
* that provides more flexibility in the type of commands executed and functions called is the use * that provides more flexibility in the type of commands executed and functions called is the use
* of an explicit steady state file. See the NK_baseline.mod in the Examples Folder. * of an explicit steady state file. See the NK_baseline.mod in the Examples Folder.
* *

2
matlab/modules/dseries

@ -1 +1 @@
Subproject commit f4bad5a6279adfb052bc088153b17ec391ed64f1 Subproject commit 29a2aa76c901eeb3b9de7555a704ccd683186c99

2
matlab/modules/reporting

@ -1 +1 @@
Subproject commit d2ddbc2b567c8e23949084b03befbf8b807be488 Subproject commit 483c29362eb97c6db31fbc0b58bc80e3310455d8

2
mex/sources/k_order_perturbation/tests/k_order_test_main.cc
View File

@ -311,7 +311,7 @@ main(int argc, char *argv[])
mxArray *plhs[nlhs]; mxArray *plhs[nlhs];
#ifdef DEBUG #ifdef DEBUG
mexPrintf("k_order_perturbation: Filling Matlab outputs.\n"); mexPrintf("k_order_perturbation: Filling MATLAB outputs.\n");
#endif #endif
double *dgy, *dgu, *ysteady; double *dgy, *dgu, *ysteady;

2
preprocessor

@ -1 +1 @@
Subproject commit 93077bbcdda14849a88d7e60366e93211cb7c533 Subproject commit db52e021589c4a93f74ce3eb5a5ab018582b4f66